Your marriage got registered at the place of marriage. That's where you should be able to get a certificate.

Divorce is usually ruled upon by the court responsible for:
- the place where the couple lives at the time divorce is initiated
- if living apart, the place where the person initiating the divorce lives

In my mind it would make sense if the divorcing court informed the place of marriage about the ruling. So if you don't know where the divorce happened you probabaly want to ask when you request the marriage certificate.